Tallenna
Copulae in Mathematical and Quantitative Finance
Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Historically, the Gaussian copula model has been one of the most common models in credit risk.
- Alaotsikko
- Proceedings of the Workshop Held in Cracow, 10-11 July 2012
- Toimittaja
- Piotr Jaworski, Fabrizio Durante, Wolfgang Karl Härdle
- Painos
- 2013 ed.
- ISBN
- 9783642354069
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 1.7.2013
- Sivumäärä
- 294
